Nexus between Crude oil, exchange rate and stock market returns: An empirical evidence from Indian context

dc.contributor.author	AnjanaRaju, G.
dc.contributor.author	Shirodkar, S.
dc.contributor.author	Marathe, S.
dc.date.accessioned	2025-08-21T08:55:34Z
dc.date.available	2025-08-21T08:55:34Z
dc.date.issued	2021
dc.identifier.citation	International Journal of Energy Economics and Policy. 11(3); 2021; 170-175.	en_US
dc.identifier.uri	https://econjournals.com/index.php/ijeep/article/view/9897
dc.identifier.uri	http://irgu.unigoa.ac.in/drs/handle/unigoa/7669
dc.description.abstract	Crude oil is considered as a major resource of any developing country it may be either Oil importing or exporting countries. The present study examines the relationship between the Exchange rate, Crude oil and Stock market returns. The study analyse the monthly observations from 1st April 2003 to 31st March 2019 with the help of Co integration, Granger causality, Variance Decomposition. The overall findings of the study indicate a significant effect of Crude oil on USD/INR Exchange rate. Theoretically, an oil price shock may be transmitted as the collapse in Crude prices pushes down the domestic price of non-traded products and hence the real Exchange rate and returns from Stock Market.	en_US
dc.publisher	Econjournals	en_US
dc.subject	Commerce	en_US
dc.title	Nexus between Crude oil, exchange rate and stock market returns: An empirical evidence from Indian context	en_US
dc.type	Journal article	en_US
dc.identifier.impf	cs